In relation to the exposure apparatus usable in the photolithography process, a liquid immersion exposure apparatus is known, which exposes the substrate through a liquid as disclosed in Japanese Patent Application Laid-open Nos. 2004-289126 and 2004-289128. On the other hand, a multi-stage type (twin-stage type) exposure apparatus is known, which is provided with a plurality of substrate stages holding the substrates as disclosed in Published Japanese Translation of PCT International Publication for Patent Application No. 2000-511704, Japanese Patent Application Laid-open Nos. 2000-323404 and 2000-505958, Published Japanese Translation of PCT International Publication for Patent Application No. 2001-513267, Japanese Patent Application Laid-open No. 2002-158168, and International Publication No. 2005/074014.